Math 250B (Tuesday Problems Session - 2/10/09)

Problem 1. Last semester, we considered a differential equation called the logistic equation, given
as
 
dN N
dt
= RN 1 − k
.

This equation has traditionally provided a useful starting point for thinking about population
dynamics, where R is called the per capita growth rate and k is the carrying capacity (both positive
constants). Here, we consider the discrete case (in a slightly simplified form) given as

xn+1 = rxn (1 − xn ) ,

such that xn ≥ 0 and r > 1. This equation is called the logistic map, or sometimes (a special case
of) the quadratic map. Given an initial condition x1 , we can use the map to build a sequence of
iterates
x1 , x 2 , x 3 , . . . , x n , . . .
The goal of this problem is to study the properties of this sequence, as the initial condition x1 and
the parameter r vary.

a. Find any fixed-points x̄ of the logistic map, such that x̄ = rx̄ (1 − x̄).

b. We now wish to determine the stability of these fixed points. To do this, make a plot of xn+1
versus xn . In order to maintain xn ≥ 0 for any value n, state any constraints upon the system (e.g.,
values r can take).

c. Make a plot for the case r = 1.5 and iterate the map 1 , starting from x1 = 0.1. Record the
successive terms in the sequence of iterates and describes what happens to xn as n gets large. Use
this information to specify the stability of the fixed-points.

d. Using the same initial condition as the previous part, use cobweb plots to find what happens
when r = 2, 2.5, 3, 3.2. (This is hard to do precisely, but try to see if you can get a feel for what is
going on). Do you see any new behavior starting to emerge? Describe what you think this indicates
in terms of the behavior of the sequence (xn ) as n → ∞. (Hint: make a plot of xn versus n).

e. At this point, it may be a bit better to explore things numerically. The following web-
site contains an applet to examine the behavior of the logistic map for different values of r
1
This can be done graphically in a simple way. On your plot, add in the line xn = xn+1 . Now for the n = 1 case,
start on the horizontal axis at x1 . Draw a line up to the curve xn+1 = rxn (1 − xn ) (this tells you what x2 is). Now
make a horizontal connection over to the xn = xn+1 line (giving you your new horizontal location for determining
the next iteration). From here make the vertical connection back to the xn+1 = rxn (1 − xn ) curve (this tells you
what x3 is). Repeat..... (these are sometimes called cobweb plots).
(http://www.cmp.caltech.edu/ mcc/Chaos Course/Demonstrations.html). What happens as you start
to increase r beyond 3.2?

f. Beyond r = 3.57, something new happens: chaos! Pick a value of r greater than 3.57. Now
try changing your initial condition (x1 ) slightly. What happens? How does this differ from smaller
values of r?

Summary
Via the logistic map, you just wandered into the realm of chaos. Even though the behavior of a
chaotic system may appear totally random, it is often entirely deterministic (as is the case with
the logistic map). In this exploration, you looked at the sequence of iterates of the logistic map
and described its asymptotic behavior (from constant, to periodic, and eventually aperiodic), based
upon the value in r. As we discussed last semester, this major change in the system’s behavior due
to a parameter varying is an example of a bifurcation. Furthermore, the sensitivity to the initial
conditions (for larger values of r in the case of the logistic map) is a trademark of chaotic systems.

Problem 2. This problem examines a very famous example of what is called a second order differ-
ence equation (as xn+1 depends not only on xn but xn−1 as well). It stems from the mathematician
Leonardo of Pisa (also called Fibonacci) who posed the following problem regarding (idealized)
rabbit procreation in the early 13’th century: You start with a pair of newborn rabbits. Over the
season, the pair reproduces another pair. Over the next season, both pairs reproduce (another pair
each) and the original stop reproducing (i.e. they only reproduce for two seasons). All offspring
follow the same pattern. How many pairs of newborn rabbits are subsequently produced for a given
season?
The answer to this question is given by the following equation (known as the Fibonacci recursion),
sn+1 = sn + sn−1 , n ≥ 2,
where sn is the number of newborn rabbits in the n’th season and for which s1 and s2 are known
(0 and 1 respectively in this example). The value sn is known as a Fibonacci number.

a. Draw a picture in order to determine the first seven Fibonacci numbers. Do you think the
Fibonacci sequence converges? Why or why not?

b. Consider the sequence (un ) defined by un = sn+1 /sn , where (sn ) is the Fibonacci sequence. Does
the sequence (un ) converge? If so, what does it converge to?

c. Divide both sides of the Fibonacci recursion by sn and assume that

sn+1
lim
n→∞ s
=λ
n
Show then that this leads to the quadratic equation in the limit for large n:

λ2 − λ − 1 = 0,

and show that its roots have opposite signs.

d. Call ϕ the positive root of this equation (it is called the golden ratio2 ), and find an expression
for ϕ. Also express the other root in terms of ϕ.

e. Show that if α and β are two real numbers, then the sequence (vn ) defined by

vn = αϕn + β(1 − ϕ)n

satisfies the Fibonacci recursion defined above.

f. Find values for α and β such that the first two terms in the sequence are 0 and 1. Is the resulting
sequence the same as the Fibonacci sequence?

g. As alluded to re the Greeks, Fibonacci numbers appear in an astounding number of places in

nature. Look at the picture below of a Helianthus flower. Notice the spiral patterns emanating from
the center. One can visualize spirals rotating outwards in both a clockwise and counter-clockwise
directions. Count the total number of spirals going outwards in both directions. Do you see an
connection to the Fibonacci numbers?

Figure 1: A Helianthus, subfamily of flowers in the plant kingdom that are known for their un-
usual height. This particular picture (from http://en.wikipedia.org/wiki/File:Helianthus whorl.jpg)
shows a sunflower.

2
The greeks considered a rectangle whose sides had this ratio to be the most aesthetically pleasing proportion a
rectangle can have and incorporated it into many facets of life such as their architecture!
h. In a similar way, count the number of petals in the flowers shown in the photographs below.
What do you notice?

Figure 2: Various flowers.